+58.7%
SLB vs AZN
-0.3%
+59.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | -2.4% | -3.1% | +0.7% | -2.2% |
| 30D | +4.9% | +0.6% | +4.3% | +4.7% |
| 3M | +1.4% | -10.8% | +12.2% | +2.7% |
| 6M | +17.6% | -18.1% | +35.8% | +20.7% |
| YTD | +48.3% | -12.3% | +60.6% | +50.7% |
| 1Y | +58.7% | -0.2% | +58.9% | +58.3% |
| All | +58.7% | -0.3% | +59.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AZN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling